Best resources to self-study graduate statistics?

I studied math and computer science in college, relatively strong math background with a focus in analysis, and a solid probability theory foundation. I’ve seen a lot of resources for self-studying machine learning and the like, but where would one best learn the skills that a Statistics Masters/PhD might have in applied data analysis? Suppose that you’re willing to put in the work in slogging through texts and doing problem sets. I guess there’s sort of two parallel components:

  1. Theoretical Knowledge (Textbook recommendations? I’ve heard good things about Gelman’s BDA. What would be the best way to use this book?)
  2. Practical Knowledge (What are some resources for applying classical statistical models such as linear regression rather than fancy random forests or whatever?)

submitted by /u/Radon-Nikodym
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Nevin Manimala

Nevin Manimala is interested in blogging and finding new blogs

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